The 40-year-old and one of the children were discovered with gunshot wounds in the upmarket district of Ixelles in the Belgium capital on Saturday.
The cause of death of the third victim is still under investigation.
A Belgian national has been arrested in connection with the crime but the details about his motive or relationship with the victims remain unclear.
A spokesman for Poland’s foreign ministry said that the Polish consul in Brussels has been informed and is monitoring the situation.
Belgian police have declined to comment.